Anic Equity¶

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Total return since start: 0.66 %¶

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Equity now: -----------------------------> 50719.97 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43349.5 Kr¶

PnL: ---------------------------------------> -353.09 Kr¶

DD now: ---------------------------------> -4.519 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 15:37:42.817323'

Anic Portfolio¶

Today¶

Return: -0.062 %¶

This Week¶

Return: -0.062 %¶

Total portfolio value¶

Return including deposits: 66.044 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hexagon B 26 -0.490000 3435.900000 24.700000 0.720000 3411.200000
Orrön Energy 170 -2.060000 2063.800000 22.950000 1.120000 2040.850000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Vitec Software Group B 2 -0.620000 1119.000000 18.000000 1.630000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Hexatronic Group 15 2.800000 1080.300000 12.600000 1.180000 1067.700000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Sagax B 4 -0.930000 894.000000 10.800000 1.220000 883.200000
HEXPOL B 8 0.000000 964.800000 9.600000 1.010000 955.200000
Hennes & Mauritz B 6 -0.340000 917.160000 7.200000 0.790000 909.960000
Profoto Holding 7 -1.180000 588.000000 6.000000 1.030000 581.999999
Platzer Fastigheter Holding B 12 -0.750000 955.200000 6.000000 0.630000 949.200000
Addnode Group B 7 -2.190000 905.800000 2.800000 0.310000 903.000000
Latour B 4 -2.720000 856.800000 2.800000 0.330000 854.000000
SKF B 5 -1.130000 980.250000 2.250000 0.230000 978.000000
ASSA ABLOY B 4 -1.310000 992.400000 1.600000 0.160000 990.800000
Sandvik 4 -1.350000 846.800000 1.200000 0.140000 845.600000
Atrium Ljungberg B 5 -0.720000 902.000000 0.500000 0.060000 901.500000
AcadeMedia 20 -0.930000 975.200000 -0.400000 -0.040000 975.600000
Biotage 1 -7.160000 146.500000 -1.000000 -0.680000 147.500000
BHG Group 109 -5.450000 1418.090000 -1.090000 -0.080000 1419.180000
BioGaia B 8 -1.830000 900.800000 -1.600000 -0.180000 902.400000
Eastnine 6 -1.270000 654.000000 -3.000000 -0.460000 657.000000
OX2 12 -3.530000 902.400000 -4.200000 -0.460000 906.600000
EQT 4 -2.390000 864.400000 -6.400000 -0.730000 870.800000
Gränges 10 3.320000 1028.000000 -8.000000 -0.770000 1036.000000
Alimak Group 12 -1.070000 994.800000 -9.600000 -0.960000 1004.400000
Vitrolife 3 -2.370000 666.600000 -10.400000 -1.540000 677.000001
JM 7 -2.690000 935.900000 -11.900000 -1.260000 947.800000
Byggmax Group 33 -2.900000 951.720000 -13.200000 -1.370000 964.920000
Catena 2 -1.600000 789.200000 -14.400000 -1.790000 803.600000
Investor B 3 -1.900000 642.300000 -15.700000 -2.390000 657.999999
Hoist Finance 36 -1.980000 979.200000 -28.800000 -2.860000 1008.000000
Creaspac SPAC 40 -0.940000 3792.000000 -32.000000 -0.840000 3824.000000
VEF 788 -2.320000 1859.680000 -37.820000 -1.990000 1897.504000
Sedana Medical 93 -1.930000 2650.500000 -333.080000 -11.160000 2983.577733
TOTAL 43349.500000 -353.090000 -4.51876% 43702.591732

Updated:¶

'2023-06-19 15:38:00.224990'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶